The Asian tiger mosquito Aedes albopictus is one of the most invasive species and an efficient vector of several pathogens. RNA interference (RNAi) has been proposed as an alternative method to control mosquito populations by silencing the expression of genes that are essential for their survival. However, the optimal delivery method for dsRNAs to enhance an optimal RNAi remains elusive and comparative studies are lacking. We have, therefore, compared the efficiency of three non-invasive delivery methods to mosquito larvae: soaking, rehydration and nanoparticle ingestion. Each method was tested separately on four genes predicted to code non-essential proteins (i.e., collagenase-like, kynurenine 3-monooxygenase-like, yellow-like and venom serine protease-like) in order to be able to compare the importance of gene knock-down. All tested methods successfully downregulated mosquito gene expression. However, silencing efficiency strongly varies among methods and genes. Silencing (95.1%) was higher for Kynurenine 3-monooxygenase-like with rehydration and nanoparticle ingestion (61.1%). For the Venom serine protease-like, the most efficient silencing was observed with soaking (74.5%) and rehydration (34%). In contrast, the selected methods are inefficient to silence the other genes. Our findings also indicate that gene copy numbers, transcript sizes and GC content correlate with the silencing efficiency. From our results, rehydration was the most specific and efficient methods to specifically knock-down gene expression in Ae. albopictus larvae. Nevertheless, considering the observed variability of efficiency is gene-dependent, our results also point at the necessity to test and optimize diverse dsRNA delivery approaches to achieve a maximal RNAi efficiency.